-97.3%
THRY vs SPY
+74.0%
-171.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.9% | -5.8% |
| 7D | -18.1% | +3.3% | -21.4% | -20.9% |
| 30D | -23.8% | -2.7% | -21.1% | -21.1% |
| 3M | -52.9% | -1.7% | -51.2% | -51.7% |
| 6M | -71.9% | +3.1% | -75.0% | -73.1% |
| YTD | -83.9% | +11.9% | -95.8% | -85.9% |
| 1Y | -84.5% | +12.0% | -96.5% | -86.4% |
| 3Y | -94.6% | +78.2% | -172.8% | -97.0% |
| 5Y | -97.3% | +73.2% | -170.5% | -98.4% |
| All | -97.3% | +74.0% | -171.3% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling